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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Once the (exact) value of an eigenvalue is known, the corresponding eigenvectors can be found by finding nonzero solutions of the eigenvalue equation, that becomes a system of linear equations with known coefficients. For example, once it is known that 6 is an eigenvalue of the matrix = []

  3. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    The second mitigation extends the eigenvalue so that lower values have much less influence over inversion, but do still contribute, such that solutions near the noise will still be found. The reliable eigenvalue can be found by assuming that eigenvalues of extremely similar and low value are a good representation of measurement noise (which is ...

  4. Eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Eigenvalue_algorithm

    Given an n × n square matrix A of real or complex numbers, an eigenvalue λ and its associated generalized eigenvector v are a pair obeying the relation [1] =,where v is a nonzero n × 1 column vector, I is the n × n identity matrix, k is a positive integer, and both λ and v are allowed to be complex even when A is real.l When k = 1, the vector is called simply an eigenvector, and the pair ...

  5. Perron–Frobenius theorem - Wikipedia

    en.wikipedia.org/wiki/Perron–Frobenius_theorem

    Let = be an positive matrix: > for ,.Then the following statements hold. There is a positive real number r, called the Perron root or the Perron–Frobenius eigenvalue (also called the leading eigenvalue, principal eigenvalue or dominant eigenvalue), such that r is an eigenvalue of A and any other eigenvalue λ (possibly complex) in absolute value is strictly smaller than r, |λ| < r.

  6. Determinant - Wikipedia

    en.wikipedia.org/wiki/Determinant

    As a special case, this includes: if some column is such that all its entries are zero, then the determinant of that matrix is 0. Adding a scalar multiple of one column to another column does not change the value of the determinant. This is a consequence of multilinearity and being alternative: by multilinearity the determinant changes by a ...

  7. List of named matrices - Wikipedia

    en.wikipedia.org/wiki/List_of_named_matrices

    Its eigenvalues have magnitude less than one. Defective matrix: A square matrix that does not have a complete basis of eigenvectors, and is thus not diagonalizable. Derogatory matrix: A square matrix whose minimal polynomial is of order less than n. Equivalently, at least one of its eigenvalues has at least two Jordan blocks. [3] Diagonalizable ...

  8. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    In particular, if ⁠ ⁠ has a positive determinant, then ⁠ ⁠ and ⁠ ⁠ can be chosen to be both rotations with reflections, or both rotations without reflections. [citation needed] If the determinant is negative, exactly one of them will have a reflection. If the determinant is zero, each can be independently chosen to be of either type.

  9. Stochastic matrix - Wikipedia

    en.wikipedia.org/wiki/Stochastic_matrix

    Additionally, every right stochastic matrix has an "obvious" column eigenvector associated to the eigenvalue 1: the vector 1 used above, whose coordinates are all equal to 1. As left and right eigenvalues of a square matrix are the same, every stochastic matrix has, at least, a row eigenvector associated to the eigenvalue 1 and the largest ...